Generalized extreme value distribution with time-dependence using the AR and MA models in state space form

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Bibliographic Information

Title
"Generalized extreme value distribution with time-dependence using the AR and MA models in state space form"
Statement of Responsibility
Jouchi Nakajima ... [et al.]
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2009
Book size
30 cm
Other Title
  • IMES

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Notes

Cover title

Bibliography: p. 33-36

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